@quantform/core 0.4.11 → 0.5.15
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/adapter/adapter-aggregate.d.ts +7 -3
- package/dist/adapter/adapter-aggregate.js +17 -18
- package/dist/adapter/adapter-aggregate.js.map +1 -1
- package/dist/adapter/adapter.d.ts +21 -21
- package/dist/adapter/adapter.js +8 -40
- package/dist/adapter/adapter.js.map +1 -1
- package/dist/adapter/backtester/backtester-adapter.d.ts +9 -7
- package/dist/adapter/backtester/backtester-adapter.js +15 -13
- package/dist/adapter/backtester/backtester-adapter.js.map +1 -1
- package/dist/{tests → adapter/backtester}/backtester-adapter.spec.d.ts +0 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js +82 -0
- package/dist/adapter/backtester/backtester-adapter.spec.js.map +1 -0
- package/dist/adapter/backtester/backtester-cursor.d.ts +3 -4
- package/dist/adapter/backtester/backtester-cursor.js +2 -1
- package/dist/adapter/backtester/backtester-cursor.js.map +1 -1
- package/dist/adapter/backtester/backtester-cursor.spec.js +17 -18
- package/dist/adapter/backtester/backtester-cursor.spec.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.d.ts +4 -1
- package/dist/adapter/backtester/backtester-streamer.js +39 -18
- package/dist/adapter/backtester/backtester-streamer.js.map +1 -1
- package/dist/adapter/backtester/backtester-streamer.spec.js +13 -13
- package/dist/adapter/backtester/backtester-streamer.spec.js.map +1 -1
- package/dist/adapter/backtester/index.js +5 -1
- package/dist/adapter/backtester/index.js.map +1 -1
- package/dist/adapter/error.d.ts +2 -0
- package/dist/adapter/error.js +12 -0
- package/dist/adapter/error.js.map +1 -0
- package/dist/adapter/index.js +5 -1
- package/dist/adapter/index.js.map +1 -1
- package/dist/adapter/paper/engine/paper-engine.d.ts +11 -0
- package/dist/adapter/paper/engine/paper-engine.js +103 -0
- package/dist/adapter/paper/engine/paper-engine.js.map +1 -0
- package/dist/adapter/paper/{simulator/paper-spot-simulator.spec.d.ts → engine/paper-engine.spec.d.ts} +0 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js +54 -0
- package/dist/adapter/paper/engine/paper-engine.spec.js.map +1 -0
- package/dist/adapter/paper/index.d.ts +1 -2
- package/dist/adapter/paper/index.js +6 -3
- package/dist/adapter/paper/index.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.d.ts +7 -7
- package/dist/adapter/paper/paper-adapter.js +21 -19
- package/dist/adapter/paper/paper-adapter.js.map +1 -1
- package/dist/adapter/paper/paper-adapter.spec.js +35 -15
- package/dist/adapter/paper/paper-adapter.spec.js.map +1 -1
- package/dist/bootstrap.js +32 -15
- package/dist/bootstrap.js.map +1 -1
- package/dist/cli/build.d.ts +1 -0
- package/dist/cli/build.js +16 -0
- package/dist/cli/build.js.map +1 -0
- package/dist/cli/dev.d.ts +1 -0
- package/dist/cli/dev.js +17 -0
- package/dist/cli/dev.js.map +1 -0
- package/dist/cli/index.d.ts +2 -0
- package/dist/cli/index.js +72 -0
- package/dist/cli/index.js.map +1 -0
- package/dist/cli/internal/workspace.d.ts +8 -0
- package/dist/cli/internal/workspace.js +14 -0
- package/dist/cli/internal/workspace.js.map +1 -0
- package/dist/cli/pull.d.ts +1 -0
- package/dist/cli/pull.js +52 -0
- package/dist/cli/pull.js.map +1 -0
- package/dist/cli/run.d.ts +1 -0
- package/dist/cli/run.js +19 -0
- package/dist/cli/run.js.map +1 -0
- package/dist/cli/test.d.ts +1 -0
- package/dist/cli/test.js +41 -0
- package/dist/cli/test.js.map +1 -0
- package/dist/domain/asset.d.ts +6 -5
- package/dist/domain/asset.js +22 -16
- package/dist/domain/asset.js.map +1 -1
- package/dist/domain/asset.spec.js +32 -32
- package/dist/domain/asset.spec.js.map +1 -1
- package/dist/domain/balance.d.ts +11 -10
- package/dist/domain/balance.js +38 -32
- package/dist/domain/balance.js.map +1 -1
- package/dist/domain/balance.operator.d.ts +6 -0
- package/dist/domain/balance.operator.js +10 -0
- package/dist/domain/balance.operator.js.map +1 -0
- package/dist/{ipc.spec.d.ts → domain/balance.operator.spec.d.ts} +0 -0
- package/dist/domain/balance.operator.spec.js +23 -0
- package/dist/domain/balance.operator.spec.js.map +1 -0
- package/dist/domain/balance.spec.js +69 -9
- package/dist/domain/balance.spec.js.map +1 -1
- package/dist/domain/candle.d.ts +2 -15
- package/dist/domain/candle.js +3 -66
- package/dist/domain/candle.js.map +1 -1
- package/dist/domain/candle.operator.d.ts +9 -0
- package/dist/domain/candle.operator.js +64 -0
- package/dist/domain/candle.operator.js.map +1 -0
- package/dist/{shared/policy.spec.d.ts → domain/candle.operator.spec.d.ts} +0 -0
- package/dist/domain/candle.operator.spec.js +111 -0
- package/dist/domain/candle.operator.spec.js.map +1 -0
- package/dist/domain/candle.spec.js +11 -53
- package/dist/domain/candle.spec.js.map +1 -1
- package/dist/domain/commission.d.ts +4 -1
- package/dist/domain/commission.js +2 -2
- package/dist/domain/commission.js.map +1 -1
- package/dist/{shared/topic.spec.d.ts → domain/commission.spec.d.ts} +0 -0
- package/dist/domain/commission.spec.js +30 -0
- package/dist/domain/commission.spec.js.map +1 -0
- package/dist/domain/component.d.ts +2 -0
- package/dist/domain/error.d.ts +5 -0
- package/dist/domain/error.js +24 -0
- package/dist/domain/error.js.map +1 -0
- package/dist/domain/index.d.ts +8 -1
- package/dist/domain/index.js +13 -2
- package/dist/domain/index.js.map +1 -1
- package/dist/domain/instrument.d.ts +4 -2
- package/dist/domain/instrument.js +18 -9
- package/dist/domain/instrument.js.map +1 -1
- package/dist/domain/instrument.operator.d.ts +6 -0
- package/dist/domain/instrument.operator.js +14 -0
- package/dist/domain/instrument.operator.js.map +1 -0
- package/dist/{shared/worker.spec.d.ts → domain/instrument.operator.spec.d.ts} +0 -0
- package/dist/domain/instrument.operator.spec.js +24 -0
- package/dist/domain/instrument.operator.spec.js.map +1 -0
- package/dist/domain/instrument.spec.js +22 -30
- package/dist/domain/instrument.spec.js.map +1 -1
- package/dist/domain/order.d.ts +15 -16
- package/dist/domain/order.js +39 -26
- package/dist/domain/order.js.map +1 -1
- package/dist/domain/order.operator.d.ts +7 -0
- package/dist/domain/order.operator.js +14 -0
- package/dist/domain/order.operator.js.map +1 -0
- package/dist/{store/event/store-balance.event.spec.d.ts → domain/order.operator.spec.d.ts} +0 -0
- package/dist/domain/order.operator.spec.js +64 -0
- package/dist/domain/order.operator.spec.js.map +1 -0
- package/dist/{store/event/store-candle.event.spec.d.ts → domain/order.spec.d.ts} +0 -0
- package/dist/domain/order.spec.js +33 -0
- package/dist/domain/order.spec.js.map +1 -0
- package/dist/domain/orderbook.d.ts +2 -0
- package/dist/domain/orderbook.js +2 -0
- package/dist/domain/orderbook.js.map +1 -1
- package/dist/domain/orderbook.operator.d.ts +6 -0
- package/dist/domain/orderbook.operator.js +10 -0
- package/dist/domain/orderbook.operator.js.map +1 -0
- package/dist/{store/event/store-instrument.event.spec.d.ts → domain/orderbook.operator.spec.d.ts} +0 -0
- package/dist/domain/orderbook.operator.spec.js +22 -0
- package/dist/domain/orderbook.operator.spec.js.map +1 -0
- package/dist/{store/event/store-order.event.spec.d.ts → domain/orderbook.spec.d.ts} +0 -0
- package/dist/domain/orderbook.spec.js +13 -0
- package/dist/domain/orderbook.spec.js.map +1 -0
- package/dist/domain/position.d.ts +6 -10
- package/dist/domain/position.js +10 -31
- package/dist/domain/position.js.map +1 -1
- package/dist/domain/position.operator.d.ts +10 -0
- package/dist/domain/position.operator.js +38 -0
- package/dist/domain/position.operator.js.map +1 -0
- package/dist/{store/event/store-trade.event.spec.d.ts → domain/position.operator.spec.d.ts} +0 -0
- package/dist/domain/position.operator.spec.js +48 -0
- package/dist/domain/position.operator.spec.js.map +1 -0
- package/dist/domain/position.spec.js +21 -17
- package/dist/domain/position.spec.js.map +1 -1
- package/dist/domain/session.d.ts +18 -35
- package/dist/domain/session.js +27 -53
- package/dist/domain/session.js.map +1 -1
- package/dist/domain/session.spec.js +1 -1
- package/dist/domain/session.spec.js.map +1 -1
- package/dist/domain/trade.d.ts +3 -1
- package/dist/domain/trade.js +2 -0
- package/dist/domain/trade.js.map +1 -1
- package/dist/domain/trade.operator.d.ts +6 -0
- package/dist/domain/trade.operator.js +10 -0
- package/dist/domain/trade.operator.js.map +1 -0
- package/dist/domain/trade.operator.spec.d.ts +1 -0
- package/dist/domain/trade.operator.spec.js +24 -0
- package/dist/domain/trade.operator.spec.js.map +1 -0
- package/dist/domain/trade.spec.d.ts +1 -0
- package/dist/domain/trade.spec.js +13 -0
- package/dist/domain/trade.spec.js.map +1 -0
- package/dist/index.d.ts +0 -1
- package/dist/index.js +5 -2
- package/dist/index.js.map +1 -1
- package/dist/indicator/atr.js.map +1 -1
- package/dist/indicator/cross.spec.js +2 -2
- package/dist/indicator/cross.spec.js.map +1 -1
- package/dist/indicator/donchian.js.map +1 -1
- package/dist/indicator/ema.js.map +1 -1
- package/dist/indicator/ema.spec.js +1 -1
- package/dist/indicator/ema.spec.js.map +1 -1
- package/dist/indicator/envelope.js.map +1 -1
- package/dist/indicator/index.js +5 -1
- package/dist/indicator/index.js.map +1 -1
- package/dist/indicator/macd.js.map +1 -1
- package/dist/indicator/min-max.js.map +1 -1
- package/dist/indicator/rma.js.map +1 -1
- package/dist/indicator/sma.js.map +1 -1
- package/dist/indicator/sma.spec.js +1 -1
- package/dist/indicator/sma.spec.js.map +1 -1
- package/dist/indicator/swma.js.map +1 -1
- package/dist/indicator/tma.js.map +1 -1
- package/dist/indicator/tma.spec.js +1 -1
- package/dist/indicator/tma.spec.js.map +1 -1
- package/dist/indicator/trailing.spec.js +2 -2
- package/dist/indicator/trailing.spec.js.map +1 -1
- package/dist/indicator/truerange.js.map +1 -1
- package/dist/indicator/truerange.spec.js +1 -1
- package/dist/indicator/truerange.spec.js.map +1 -1
- package/dist/indicator/window.js.map +1 -1
- package/dist/indicator/wma.js.map +1 -1
- package/dist/indicator/wma.spec.js +1 -1
- package/dist/indicator/wma.spec.js.map +1 -1
- package/dist/shared/collections.d.ts +10 -0
- package/dist/shared/collections.js +33 -0
- package/dist/shared/collections.js.map +1 -0
- package/dist/shared/datetime.d.ts +0 -1
- package/dist/shared/datetime.js +1 -12
- package/dist/shared/datetime.js.map +1 -1
- package/dist/shared/decimals.d.ts +1 -1
- package/dist/shared/decimals.js +4 -5
- package/dist/shared/decimals.js.map +1 -1
- package/dist/shared/decimals.spec.js +2 -1
- package/dist/shared/decimals.spec.js.map +1 -1
- package/dist/shared/index.d.ts +1 -3
- package/dist/shared/index.js +6 -4
- package/dist/shared/index.js.map +1 -1
- package/dist/shared/io.js.map +1 -1
- package/dist/shared/policy.d.ts +0 -1
- package/dist/shared/policy.js +1 -11
- package/dist/shared/policy.js.map +1 -1
- package/dist/storage/cache.d.ts +9 -0
- package/dist/storage/cache.js +32 -0
- package/dist/storage/cache.js.map +1 -0
- package/dist/storage/cache.spec.d.ts +1 -0
- package/dist/storage/cache.spec.js +18 -0
- package/dist/storage/cache.spec.js.map +1 -0
- package/dist/storage/feed.d.ts +3 -4
- package/dist/storage/feed.js +16 -6
- package/dist/storage/feed.js.map +1 -1
- package/dist/storage/index.d.ts +1 -0
- package/dist/storage/index.js +6 -1
- package/dist/storage/index.js.map +1 -1
- package/dist/storage/storage.d.ts +2 -0
- package/dist/storage/storage.js +6 -1
- package/dist/storage/storage.js.map +1 -1
- package/dist/store/index.d.ts +8 -2
- package/dist/store/index.js +13 -3
- package/dist/store/index.js.map +1 -1
- package/dist/store/store-balance.event.d.ts +33 -0
- package/dist/store/store-balance.event.js +90 -0
- package/dist/store/store-balance.event.js.map +1 -0
- package/dist/store/store-balance.event.spec.d.ts +1 -0
- package/dist/store/{event/store-balance.event.spec.js → store-balance.event.spec.js} +8 -8
- package/dist/store/store-balance.event.spec.js.map +1 -0
- package/dist/store/{event/store-instrument.event.d.ts → store-instrument.event.d.ts} +5 -8
- package/dist/store/store-instrument.event.js +52 -0
- package/dist/store/store-instrument.event.js.map +1 -0
- package/dist/store/store-instrument.event.spec.d.ts +1 -0
- package/dist/store/store-instrument.event.spec.js +22 -0
- package/dist/store/store-instrument.event.spec.js.map +1 -0
- package/dist/store/store-order.event.d.ts +59 -0
- package/dist/store/store-order.event.js +181 -0
- package/dist/store/store-order.event.js.map +1 -0
- package/dist/store/store-order.event.spec.d.ts +1 -0
- package/dist/store/{event/store-order.event.spec.js → store-order.event.spec.js} +8 -8
- package/dist/store/store-order.event.spec.js.map +1 -0
- package/dist/store/{event/store-orderbook.event.d.ts → store-orderbook.event.d.ts} +4 -5
- package/dist/store/store-orderbook.event.js +42 -0
- package/dist/store/store-orderbook.event.js.map +1 -0
- package/dist/store/{event/store-position.event.d.ts → store-position.event.d.ts} +5 -7
- package/dist/store/store-position.event.js +77 -0
- package/dist/store/store-position.event.js.map +1 -0
- package/dist/store/store-state.d.ts +27 -0
- package/dist/store/store-state.js +29 -0
- package/dist/store/store-state.js.map +1 -0
- package/dist/store/{event/store-trade.event.d.ts → store-trade.event.d.ts} +4 -5
- package/dist/store/store-trade.event.js +25 -0
- package/dist/store/store-trade.event.js.map +1 -0
- package/dist/store/store-trade.event.spec.d.ts +1 -0
- package/dist/store/{event/store-trade.event.spec.js → store-trade.event.spec.js} +14 -14
- package/dist/store/store-trade.event.spec.js.map +1 -0
- package/dist/store/store.d.ts +4 -25
- package/dist/store/store.event.d.ts +6 -0
- package/dist/store/{event/store.event.js → store.event.js} +0 -0
- package/dist/store/store.event.js.map +1 -0
- package/dist/store/store.js +7 -195
- package/dist/store/store.js.map +1 -1
- package/dist/store/store.spec.d.ts +1 -0
- package/dist/store/store.spec.js +119 -0
- package/dist/store/store.spec.js.map +1 -0
- package/dist/tsconfig.tsbuildinfo +1 -1
- package/{jestconfig.unit.json → jestconfig.json} +1 -2
- package/package.json +24 -20
- package/src/adapter/adapter-aggregate.ts +31 -34
- package/src/adapter/adapter.ts +26 -49
- package/src/adapter/backtester/backtester-adapter.spec.ts +124 -0
- package/src/adapter/backtester/backtester-adapter.ts +30 -17
- package/src/adapter/backtester/backtester-cursor.spec.ts +18 -19
- package/src/adapter/backtester/backtester-cursor.ts +7 -7
- package/src/adapter/backtester/backtester-streamer.spec.ts +19 -19
- package/src/adapter/backtester/backtester-streamer.ts +50 -20
- package/src/adapter/error.ts +9 -0
- package/src/adapter/paper/engine/paper-engine.spec.ts +92 -0
- package/src/adapter/paper/engine/paper-engine.ts +135 -0
- package/src/adapter/paper/index.ts +1 -2
- package/src/adapter/paper/paper-adapter.spec.ts +55 -17
- package/src/adapter/paper/paper-adapter.ts +27 -24
- package/src/bootstrap.ts +57 -21
- package/src/cli/build.ts +15 -0
- package/src/cli/dev.ts +18 -0
- package/src/cli/index.ts +81 -0
- package/src/cli/internal/workspace.ts +18 -0
- package/src/cli/pull.ts +71 -0
- package/src/cli/run.ts +22 -0
- package/src/cli/test.ts +53 -0
- package/src/domain/asset.spec.ts +33 -29
- package/src/domain/asset.ts +27 -21
- package/src/domain/balance.operator.spec.ts +25 -0
- package/src/domain/balance.operator.ts +15 -0
- package/src/domain/balance.spec.ts +97 -9
- package/src/domain/balance.ts +48 -41
- package/src/domain/candle.operator.spec.ts +125 -0
- package/src/domain/candle.operator.ts +106 -0
- package/src/domain/candle.spec.ts +12 -67
- package/src/domain/candle.ts +2 -104
- package/src/domain/commission.spec.ts +33 -0
- package/src/domain/commission.ts +2 -2
- package/src/domain/component.ts +2 -0
- package/src/domain/error.ts +25 -0
- package/src/domain/index.ts +8 -1
- package/src/domain/instrument.operator.spec.ts +28 -0
- package/src/domain/instrument.operator.ts +25 -0
- package/src/domain/instrument.spec.ts +22 -30
- package/src/domain/instrument.ts +21 -11
- package/src/domain/order.operator.spec.ts +81 -0
- package/src/domain/order.operator.ts +23 -0
- package/src/domain/order.spec.ts +43 -0
- package/src/domain/order.ts +46 -47
- package/src/domain/orderbook.operator.spec.ts +28 -0
- package/src/domain/orderbook.operator.ts +15 -0
- package/src/domain/orderbook.spec.ts +17 -0
- package/src/domain/orderbook.ts +5 -1
- package/src/domain/position.operator.spec.ts +58 -0
- package/src/domain/position.operator.ts +61 -0
- package/src/domain/position.spec.ts +28 -24
- package/src/domain/position.ts +17 -47
- package/src/domain/session.spec.ts +1 -1
- package/src/domain/session.ts +57 -197
- package/src/domain/trade.operator.spec.ts +31 -0
- package/src/domain/trade.operator.ts +15 -0
- package/src/domain/trade.spec.ts +17 -0
- package/src/domain/trade.ts +6 -2
- package/src/index.ts +0 -1
- package/src/indicator/atr.ts +1 -0
- package/src/indicator/cross.spec.ts +3 -2
- package/src/indicator/donchian.ts +1 -0
- package/src/indicator/ema.spec.ts +2 -1
- package/src/indicator/ema.ts +1 -0
- package/src/indicator/envelope.ts +1 -0
- package/src/indicator/macd.ts +1 -0
- package/src/indicator/min-max.ts +1 -0
- package/src/indicator/rma.ts +1 -0
- package/src/indicator/sma.spec.ts +2 -1
- package/src/indicator/sma.ts +1 -0
- package/src/indicator/swma.ts +1 -0
- package/src/indicator/tma.spec.ts +2 -1
- package/src/indicator/tma.ts +1 -0
- package/src/indicator/trailing.spec.ts +3 -2
- package/src/indicator/truerange.spec.ts +2 -1
- package/src/indicator/truerange.ts +1 -0
- package/src/indicator/window.ts +1 -0
- package/src/indicator/wma.spec.ts +2 -1
- package/src/indicator/wma.ts +1 -0
- package/src/shared/collections.ts +35 -0
- package/src/shared/datetime.ts +0 -12
- package/src/shared/decimals.spec.ts +2 -1
- package/src/shared/decimals.ts +6 -6
- package/src/shared/index.ts +1 -3
- package/src/shared/io.ts +0 -2
- package/src/shared/policy.ts +0 -13
- package/src/storage/cache.spec.ts +18 -0
- package/src/storage/cache.ts +35 -0
- package/src/storage/feed.ts +26 -16
- package/src/storage/index.ts +1 -0
- package/src/storage/storage.ts +11 -0
- package/src/store/index.ts +8 -2
- package/src/store/{event/store-balance.event.spec.ts → store-balance.event.spec.ts} +7 -7
- package/src/store/store-balance.event.ts +124 -0
- package/src/store/store-instrument.event.spec.ts +25 -0
- package/src/store/store-instrument.event.ts +72 -0
- package/src/store/store-order.event.spec.ts +28 -0
- package/src/store/store-order.event.ts +214 -0
- package/src/store/store-orderbook.event.ts +54 -0
- package/src/store/store-position.event.ts +102 -0
- package/src/store/store-state.ts +48 -0
- package/src/store/{event/store-trade.event.spec.ts → store-trade.event.spec.ts} +15 -15
- package/src/store/store-trade.event.ts +36 -0
- package/src/store/store.event.ts +8 -0
- package/src/store/store.spec.ts +180 -0
- package/src/store/store.ts +11 -208
- package/tsconfig.json +2 -2
- package/dist/adapter/paper/simulator/paper-margin-simulator.d.ts +0 -10
- package/dist/adapter/paper/simulator/paper-margin-simulator.js +0 -69
- package/dist/adapter/paper/simulator/paper-margin-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-simulator.d.ts +0 -16
- package/dist/adapter/paper/simulator/paper-simulator.js +0 -93
- package/dist/adapter/paper/simulator/paper-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.d.ts +0 -13
- package/dist/adapter/paper/simulator/paper-spot-simulator.js +0 -81
- package/dist/adapter/paper/simulator/paper-spot-simulator.js.map +0 -1
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js +0 -49
- package/dist/adapter/paper/simulator/paper-spot-simulator.spec.js.map +0 -1
- package/dist/domain/statement.d.ts +0 -4
- package/dist/domain/statement.js +0 -87
- package/dist/domain/statement.js.map +0 -1
- package/dist/ipc.d.ts +0 -33
- package/dist/ipc.js +0 -244
- package/dist/ipc.js.map +0 -1
- package/dist/ipc.spec.js +0 -57
- package/dist/ipc.spec.js.map +0 -1
- package/dist/shared/policy.spec.js +0 -26
- package/dist/shared/policy.spec.js.map +0 -1
- package/dist/shared/task.d.ts +0 -6
- package/dist/shared/task.js +0 -25
- package/dist/shared/task.js.map +0 -1
- package/dist/shared/topic.d.ts +0 -14
- package/dist/shared/topic.js +0 -40
- package/dist/shared/topic.js.map +0 -1
- package/dist/shared/topic.spec.js +0 -43
- package/dist/shared/topic.spec.js.map +0 -1
- package/dist/shared/worker.d.ts +0 -10
- package/dist/shared/worker.js +0 -46
- package/dist/shared/worker.js.map +0 -1
- package/dist/shared/worker.spec.js +0 -18
- package/dist/shared/worker.spec.js.map +0 -1
- package/dist/store/event/index.d.ts +0 -8
- package/dist/store/event/index.js +0 -21
- package/dist/store/event/index.js.map +0 -1
- package/dist/store/event/store-balance.event.d.ts +0 -37
- package/dist/store/event/store-balance.event.js +0 -119
- package/dist/store/event/store-balance.event.js.map +0 -1
- package/dist/store/event/store-balance.event.spec.js.map +0 -1
- package/dist/store/event/store-candle.event.d.ts +0 -18
- package/dist/store/event/store-candle.event.js +0 -63
- package/dist/store/event/store-candle.event.js.map +0 -1
- package/dist/store/event/store-candle.event.spec.js +0 -23
- package/dist/store/event/store-candle.event.spec.js.map +0 -1
- package/dist/store/event/store-instrument.event.js +0 -78
- package/dist/store/event/store-instrument.event.js.map +0 -1
- package/dist/store/event/store-instrument.event.spec.js +0 -21
- package/dist/store/event/store-instrument.event.spec.js.map +0 -1
- package/dist/store/event/store-order.event.d.ts +0 -61
- package/dist/store/event/store-order.event.js +0 -205
- package/dist/store/event/store-order.event.js.map +0 -1
- package/dist/store/event/store-order.event.spec.js.map +0 -1
- package/dist/store/event/store-orderbook.event.js +0 -65
- package/dist/store/event/store-orderbook.event.js.map +0 -1
- package/dist/store/event/store-position.event.js +0 -97
- package/dist/store/event/store-position.event.js.map +0 -1
- package/dist/store/event/store-trade.event.js +0 -47
- package/dist/store/event/store-trade.event.js.map +0 -1
- package/dist/store/event/store-trade.event.spec.js.map +0 -1
- package/dist/store/event/store.event.d.ts +0 -5
- package/dist/store/event/store.event.js.map +0 -1
- package/dist/store/store.state.d.ts +0 -21
- package/dist/store/store.state.js +0 -21
- package/dist/store/store.state.js.map +0 -1
- package/dist/tests/backtester-adapter.spec.js +0 -60
- package/dist/tests/backtester-adapter.spec.js.map +0 -1
- package/dist/tests/session.spec.d.ts +0 -0
- package/dist/tests/session.spec.js +0 -1
- package/dist/tests/session.spec.js.map +0 -1
- package/jestconfig.integration.json +0 -12
- package/src/adapter/paper/simulator/paper-margin-simulator.ts +0 -108
- package/src/adapter/paper/simulator/paper-simulator.ts +0 -120
- package/src/adapter/paper/simulator/paper-spot-simulator.spec.ts +0 -87
- package/src/adapter/paper/simulator/paper-spot-simulator.ts +0 -134
- package/src/domain/statement.ts +0 -118
- package/src/ipc.spec.ts +0 -73
- package/src/ipc.ts +0 -321
- package/src/shared/policy.spec.ts +0 -29
- package/src/shared/task.ts +0 -30
- package/src/shared/topic.spec.ts +0 -34
- package/src/shared/topic.ts +0 -43
- package/src/shared/worker.spec.ts +0 -25
- package/src/shared/worker.ts +0 -55
- package/src/store/event/index.ts +0 -8
- package/src/store/event/store-balance.event.ts +0 -161
- package/src/store/event/store-candle.event.spec.ts +0 -30
- package/src/store/event/store-candle.event.ts +0 -71
- package/src/store/event/store-instrument.event.spec.ts +0 -25
- package/src/store/event/store-instrument.event.ts +0 -84
- package/src/store/event/store-order.event.spec.ts +0 -28
- package/src/store/event/store-order.event.ts +0 -218
- package/src/store/event/store-orderbook.event.ts +0 -70
- package/src/store/event/store-position.event.ts +0 -109
- package/src/store/event/store-trade.event.ts +0 -52
- package/src/store/event/store.event.ts +0 -6
- package/src/store/store.state.ts +0 -43
- package/src/tests/backtester-adapter.spec.ts +0 -87
- package/src/tests/session.spec.ts +0 -121
|
@@ -0,0 +1,48 @@
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"use strict";
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2
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Object.defineProperty(exports, "__esModule", { value: true });
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const rxjs_1 = require("rxjs");
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const store_1 = require("../store");
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const asset_1 = require("./asset");
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const balance_1 = require("./balance");
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const instrument_1 = require("./instrument");
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const position_1 = require("./position");
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const position_operator_1 = require("./position.operator");
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const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
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describe('position', () => {
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test('should pipe a position', done => {
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new rxjs_1.BehaviorSubject(new position_1.Position('1', instrument, 'CROSS', 10, 2, 3))
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.pipe((0, position_operator_1.position)(instrument))
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.subscribe({
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next: it => {
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expect(it.id).toEqual('1');
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done();
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}
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});
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});
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22
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test('should skip a pipe', done => {
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new rxjs_1.BehaviorSubject(instrument).pipe((0, position_operator_1.position)(instrument)).subscribe({
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24
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+
next: () => fail(),
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complete: done()
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});
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27
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});
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});
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29
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+
describe('positions', () => {
|
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30
|
+
const state = new store_1.State();
|
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31
|
+
const balance = new balance_1.Balance(instrument.quote);
|
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32
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const position1 = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
|
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33
|
+
const position2 = new position_1.Position('2', instrument, 'CROSS', 20, 2, 3);
|
|
34
|
+
beforeEach(() => {
|
|
35
|
+
state.balance.upsert(balance);
|
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36
|
+
balance.position['1'] = position1;
|
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37
|
+
balance.position['2'] = position2;
|
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38
|
+
});
|
|
39
|
+
test('should pipe an array of positions on subscription start', done => {
|
|
40
|
+
new rxjs_1.Subject().pipe((0, position_operator_1.positions)(instrument, state)).subscribe({
|
|
41
|
+
next: it => {
|
|
42
|
+
expect(it.length).toEqual(2);
|
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43
|
+
done();
|
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44
|
+
}
|
|
45
|
+
});
|
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46
|
+
});
|
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47
|
+
});
|
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48
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+
//# sourceMappingURL=position.operator.spec.js.map
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@@ -0,0 +1 @@
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1
|
+
{"version":3,"file":"position.operator.spec.js","sourceRoot":"","sources":["../../src/domain/position.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAAqD;AAErD,oCAAiC;AACjC,mCAAgC;AAChC,uCAAoC;AAEpC,6CAA0C;AAC1C,yCAAsC;AACtC,2DAA0D;AAE1D,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;AAEF,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,IAAI,CAAC,wBAAwB,EAAE,IAAI,CAAC,EAAE;QACpC,IAAI,sBAAe,CAAY,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAC7E,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC;aAC1B,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;gBAC3B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,oBAAoB,EAAE,IAAI,CAAC,EAAE;QAChC,IAAI,sBAAe,CAAY,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,UAAU,CAAC,CAAC,CAAC,SAAS,CAAC;YAC9E,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAC1B,MAAM,OAAO,GAAG,IAAI,iBAAO,CAAC,UAAU,CAAC,KAAK,CAAC,CAAC;IAC9C,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IACnE,MAAM,SAAS,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IAEnE,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,OAAO,CAAC,MAAM,CAAC,OAAO,CAAC,CAAC;QAE9B,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;QAClC,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAC,GAAG,SAAS,CAAC;IACpC,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yDAAyD,EAAE,IAAI,CAAC,EAAE;QACrE,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YACpE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;gBAC7B,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
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|
@@ -3,24 +3,28 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
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3
3
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const asset_1 = require("./asset");
|
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4
4
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const instrument_1 = require("./instrument");
|
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5
5
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const position_1 = require("./position");
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6
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-
|
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7
|
-
|
|
8
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-
test('should
|
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9
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-
const sut = new position_1.Position('
|
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10
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sut.
|
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11
|
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sut.
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sut.
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13
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expect(sut.
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14
|
-
expect(sut.
|
|
6
|
+
describe('Position', () => {
|
|
7
|
+
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
8
|
+
test('should construct a position', () => {
|
|
9
|
+
const sut = new position_1.Position('1', instrument, 'CROSS', 10, 2, 3);
|
|
10
|
+
expect(sut.id).toEqual('1');
|
|
11
|
+
expect(sut.mode).toEqual('CROSS');
|
|
12
|
+
expect(sut.averageExecutionRate).toEqual(10);
|
|
13
|
+
expect(sut.size).toEqual(2);
|
|
14
|
+
expect(sut.leverage).toEqual(3);
|
|
15
|
+
expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
|
|
16
|
+
expect(sut.id).toEqual('1');
|
|
15
17
|
});
|
|
16
|
-
test('should calculate
|
|
17
|
-
const sut = new position_1.Position('
|
|
18
|
-
sut.
|
|
19
|
-
sut.
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
23
|
-
|
|
18
|
+
test('should calculate correct margin', () => {
|
|
19
|
+
const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
|
|
20
|
+
expect(sut.margin).toEqual(0.5155);
|
|
21
|
+
expect(sut.estimatedUnrealizedPnL).toEqual(undefined);
|
|
22
|
+
});
|
|
23
|
+
test('should calculate correct unrealized pnl', () => {
|
|
24
|
+
const sut = new position_1.Position('1', instrument, 'CROSS', 2511.81, 10.31, 20);
|
|
25
|
+
const pnl = sut.calculateEstimatedUnrealizedPnL(2576.44);
|
|
26
|
+
expect(pnl).toEqual(0.2652);
|
|
27
|
+
expect(sut.estimatedUnrealizedPnL).toEqual(0.2652);
|
|
24
28
|
});
|
|
25
29
|
});
|
|
26
30
|
//# sourceMappingURL=position.spec.js.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;
|
|
1
|
+
{"version":3,"file":"position.spec.js","sourceRoot":"","sources":["../../src/domain/position.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,yCAAsC;AAEtC,QAAQ,CAAC,UAAU,EAAE,GAAG,EAAE;IACxB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,6BAA6B,EAAE,GAAG,EAAE;QACvC,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;QAE7D,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,OAAO,CAAC,CAAC;QAClC,MAAM,CAAC,GAAG,CAAC,oBAAoB,CAAC,CAAC,OAAO,CAAC,EAAE,CAAC,CAAC;QAC7C,MAAM,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;QAChC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;QACtD,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,GAAG,CAAC,CAAC;IAC9B,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QAEvE,MAAM,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QACnC,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,SAAS,CAAC,CAAC;IACxD,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yCAAyC,EAAE,GAAG,EAAE;QACnD,MAAM,GAAG,GAAG,IAAI,mBAAQ,CAAC,GAAG,EAAE,UAAU,EAAE,OAAO,EAAE,OAAO,EAAE,KAAK,EAAE,EAAE,CAAC,CAAC;QAEvE,MAAM,GAAG,GAAG,GAAG,CAAC,+BAA+B,CAAC,OAAO,CAAC,CAAC;QAEzD,MAAM,CAAC,GAAG,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;QAC5B,MAAM,CAAC,GAAG,CAAC,sBAAsB,CAAC,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;IACrD,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
package/dist/domain/session.d.ts
CHANGED
|
@@ -1,20 +1,14 @@
|
|
|
1
1
|
import { Observable } from 'rxjs';
|
|
2
|
-
import {
|
|
2
|
+
import { AdapterFactory, BacktesterOptions, PaperOptions } from '../adapter';
|
|
3
3
|
import { AdapterAggregate } from '../adapter/adapter-aggregate';
|
|
4
|
-
import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook,
|
|
5
|
-
import {
|
|
6
|
-
import { Feed, Measurement } from '../storage';
|
|
4
|
+
import { AssetSelector, Balance, Candle, Instrument, InstrumentSelector, Order, Orderbook, Position, Trade } from '../domain';
|
|
5
|
+
import { StorageFactory } from '../storage';
|
|
7
6
|
import { Store } from '../store';
|
|
8
|
-
declare type Optional<T, K extends keyof T> = Omit<T, K> & Partial<T>;
|
|
9
7
|
export interface SessionDescriptor {
|
|
10
8
|
id?: number;
|
|
11
|
-
adapter:
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
options?: {
|
|
15
|
-
backtester?: BacktesterOptions;
|
|
16
|
-
paper?: PaperOptions;
|
|
17
|
-
};
|
|
9
|
+
adapter: AdapterFactory[];
|
|
10
|
+
storage?: StorageFactory;
|
|
11
|
+
simulation?: PaperOptions & BacktesterOptions;
|
|
18
12
|
}
|
|
19
13
|
export declare class Session {
|
|
20
14
|
readonly store: Store;
|
|
@@ -22,32 +16,21 @@ export declare class Session {
|
|
|
22
16
|
readonly descriptor?: SessionDescriptor;
|
|
23
17
|
private initialized;
|
|
24
18
|
private subscription;
|
|
25
|
-
private worker;
|
|
26
19
|
get timestamp(): number;
|
|
27
|
-
readonly statement: Record<string, Record<string, any>>;
|
|
28
20
|
constructor(store: Store, aggregate: AdapterAggregate, descriptor?: SessionDescriptor);
|
|
29
21
|
awake(describe: (session: Session) => Observable<any>): Promise<void>;
|
|
30
22
|
dispose(): Promise<void>;
|
|
31
|
-
useStatement(section: string): Record<string, any>;
|
|
32
|
-
useMeasure<T extends {
|
|
33
|
-
timestamp: number;
|
|
34
|
-
}>(params: {
|
|
35
|
-
kind: string;
|
|
36
|
-
timestamp?: number;
|
|
37
|
-
}, defaultValue?: T): [Observable<T>, (value: Optional<T, 'timestamp'>) => void];
|
|
38
|
-
useOptimizer(path: string): any;
|
|
39
23
|
subscribe(instrument: Array<InstrumentSelector>): Promise<void>;
|
|
40
|
-
open(order: Order): Observable<Order
|
|
41
|
-
cancel(order: Order): Observable<Order
|
|
42
|
-
instrument(selector: InstrumentSelector): Observable<Instrument
|
|
43
|
-
instruments(): Observable<Instrument[]
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Candle
|
|
24
|
+
open(order: Order): Observable<Readonly<Order>>;
|
|
25
|
+
cancel(order: Order): Observable<Readonly<Order>>;
|
|
26
|
+
instrument(selector: InstrumentSelector): Observable<Readonly<Instrument>>;
|
|
27
|
+
instruments(): Observable<Readonly<Instrument[]>>;
|
|
28
|
+
balance(selector: AssetSelector): Observable<Readonly<Balance>>;
|
|
29
|
+
trade(selector: InstrumentSelector): Observable<Readonly<Trade>>;
|
|
30
|
+
orderbook(selector: InstrumentSelector): Observable<Readonly<Orderbook>>;
|
|
31
|
+
position(selector: InstrumentSelector): Observable<Readonly<Position>>;
|
|
32
|
+
positions(selector: InstrumentSelector): Observable<Readonly<Position[]>>;
|
|
33
|
+
order(selector: InstrumentSelector): Observable<Readonly<Order>>;
|
|
34
|
+
orders(selector: InstrumentSelector): Observable<Readonly<Order[]>>;
|
|
35
|
+
history(selector: InstrumentSelector, timeframe: number, length: number): Observable<Readonly<Candle>>;
|
|
52
36
|
}
|
|
53
|
-
export {};
|
package/dist/domain/session.js
CHANGED
|
@@ -3,16 +3,19 @@ Object.defineProperty(exports, "__esModule", { value: true });
|
|
|
3
3
|
exports.Session = void 0;
|
|
4
4
|
const rxjs_1 = require("rxjs");
|
|
5
5
|
const domain_1 = require("../domain");
|
|
6
|
-
const trade_1 = require("../domain/trade");
|
|
7
6
|
const shared_1 = require("../shared");
|
|
7
|
+
const balance_operator_1 = require("./balance.operator");
|
|
8
|
+
const instrument_operator_1 = require("./instrument.operator");
|
|
9
|
+
const order_operator_1 = require("./order.operator");
|
|
10
|
+
const orderbook_operator_1 = require("./orderbook.operator");
|
|
11
|
+
const position_operator_1 = require("./position.operator");
|
|
12
|
+
const trade_operator_1 = require("./trade.operator");
|
|
8
13
|
class Session {
|
|
9
14
|
constructor(store, aggregate, descriptor) {
|
|
10
15
|
this.store = store;
|
|
11
16
|
this.aggregate = aggregate;
|
|
12
17
|
this.descriptor = descriptor;
|
|
13
18
|
this.initialized = false;
|
|
14
|
-
this.worker = new shared_1.Worker();
|
|
15
|
-
this.statement = {};
|
|
16
19
|
if (descriptor && !descriptor.id) {
|
|
17
20
|
descriptor.id = (0, shared_1.now)();
|
|
18
21
|
}
|
|
@@ -27,97 +30,68 @@ class Session {
|
|
|
27
30
|
this.initialized = true;
|
|
28
31
|
await this.aggregate.awake();
|
|
29
32
|
if (describe) {
|
|
30
|
-
this.subscription = describe(this)
|
|
33
|
+
this.subscription = describe(this)
|
|
34
|
+
.pipe((0, rxjs_1.finalize)(() => this.dispose()))
|
|
35
|
+
.subscribe();
|
|
31
36
|
}
|
|
32
37
|
}
|
|
33
38
|
async dispose() {
|
|
34
39
|
if (!this.initialized) {
|
|
35
40
|
return;
|
|
36
41
|
}
|
|
37
|
-
this.store.dispose();
|
|
38
42
|
if (this.subscription) {
|
|
39
43
|
this.subscription.unsubscribe();
|
|
44
|
+
this.subscription = undefined;
|
|
40
45
|
}
|
|
46
|
+
this.store.dispose();
|
|
41
47
|
await this.aggregate.dispose();
|
|
42
|
-
|
|
43
|
-
}
|
|
44
|
-
useStatement(section) {
|
|
45
|
-
var _a;
|
|
46
|
-
return (_a = this.statement[section]) !== null && _a !== void 0 ? _a : (this.statement[section] = {});
|
|
47
|
-
}
|
|
48
|
-
useMeasure(params, defaultValue = undefined) {
|
|
49
|
-
var _a;
|
|
50
|
-
const stored$ = (0, rxjs_1.from)(this.descriptor.measurement.query(this.descriptor.id, {
|
|
51
|
-
to: (_a = params.timestamp) !== null && _a !== void 0 ? _a : this.timestamp,
|
|
52
|
-
kind: params.kind,
|
|
53
|
-
count: 1
|
|
54
|
-
})).pipe((0, rxjs_1.map)(it => it.length ? Object.assign({ timestamp: it[0].timestamp }, it[0].payload) : defaultValue), (0, rxjs_1.share)());
|
|
55
|
-
const subject$ = new rxjs_1.Subject();
|
|
56
|
-
const setter = (value) => {
|
|
57
|
-
var _a;
|
|
58
|
-
const timestamp = (_a = value.timestamp) !== null && _a !== void 0 ? _a : this.timestamp;
|
|
59
|
-
const measure = { timestamp, kind: params.kind, payload: value };
|
|
60
|
-
this.worker.enqueue(() => this.descriptor.measurement.save(this.descriptor.id, [measure]));
|
|
61
|
-
subject$.next(Object.assign(Object.assign({}, value), { timestamp }));
|
|
62
|
-
};
|
|
63
|
-
return [(0, rxjs_1.concat)(stored$, subject$.asObservable()), setter];
|
|
64
|
-
}
|
|
65
|
-
useOptimizer(path) {
|
|
66
|
-
return undefined;
|
|
48
|
+
this.initialized = false;
|
|
67
49
|
}
|
|
68
50
|
subscribe(instrument) {
|
|
69
51
|
return this.aggregate.subscribe(instrument);
|
|
70
52
|
}
|
|
71
53
|
open(order) {
|
|
72
|
-
|
|
73
|
-
this.aggregate.open(order).catch(subject.error);
|
|
74
|
-
return (0, rxjs_1.merge)(subject.asObservable(), this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id)));
|
|
54
|
+
return (0, rxjs_1.from)(this.aggregate.open(order)).pipe((0, rxjs_1.switchMap)(() => this.order(order.instrument).pipe((0, rxjs_1.filter)(it => it.id == order.id))));
|
|
75
55
|
}
|
|
76
56
|
cancel(order) {
|
|
77
|
-
return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(
|
|
57
|
+
return (0, rxjs_1.defer)(() => (0, rxjs_1.from)(this.aggregate.cancel(order))).pipe((0, rxjs_1.switchMap)(() => this.store.changes$.pipe((0, rxjs_1.filter)(it => it instanceof domain_1.Order && order.id == it.id))), (0, rxjs_1.map)(it => it));
|
|
78
58
|
}
|
|
79
59
|
instrument(selector) {
|
|
80
60
|
this.subscribe([selector]);
|
|
81
|
-
return this.store.changes$.pipe((0,
|
|
61
|
+
return this.store.changes$.pipe((0, instrument_operator_1.instrument)(selector, this.store.snapshot));
|
|
82
62
|
}
|
|
83
63
|
instruments() {
|
|
84
|
-
return this.store.changes$.pipe((0,
|
|
64
|
+
return this.store.changes$.pipe((0, instrument_operator_1.instruments)(this.store.snapshot));
|
|
65
|
+
}
|
|
66
|
+
balance(selector) {
|
|
67
|
+
return this.store.changes$.pipe((0, balance_operator_1.balance)(selector, this.store.snapshot));
|
|
85
68
|
}
|
|
86
69
|
trade(selector) {
|
|
87
70
|
this.subscribe([selector]);
|
|
88
|
-
return this.store.changes$.pipe((0,
|
|
71
|
+
return this.store.changes$.pipe((0, trade_operator_1.trade)(selector, this.store.snapshot));
|
|
89
72
|
}
|
|
90
73
|
orderbook(selector) {
|
|
91
74
|
this.subscribe([selector]);
|
|
92
|
-
return this.store.changes$.pipe((0,
|
|
75
|
+
return this.store.changes$.pipe((0, orderbook_operator_1.orderbook)(selector, this.store.snapshot));
|
|
93
76
|
}
|
|
94
77
|
position(selector) {
|
|
95
78
|
this.subscribe([selector]);
|
|
96
|
-
return this.store.changes$.pipe((0,
|
|
79
|
+
return this.store.changes$.pipe((0, position_operator_1.position)(selector));
|
|
97
80
|
}
|
|
98
81
|
positions(selector) {
|
|
99
82
|
this.subscribe([selector]);
|
|
100
|
-
return this.store.changes$.pipe((0,
|
|
83
|
+
return this.store.changes$.pipe((0, position_operator_1.positions)(selector, this.store.snapshot));
|
|
101
84
|
}
|
|
102
85
|
order(selector) {
|
|
103
86
|
this.subscribe([selector]);
|
|
104
|
-
return this.store.changes$.pipe((0,
|
|
87
|
+
return this.store.changes$.pipe((0, order_operator_1.order)(selector));
|
|
105
88
|
}
|
|
106
|
-
orders(selector
|
|
89
|
+
orders(selector) {
|
|
107
90
|
this.subscribe([selector]);
|
|
108
|
-
return this.store.changes$.pipe((0,
|
|
109
|
-
it.instrument.toString() == selector.toString() &&
|
|
110
|
-
(!states || states.includes(it.state))), (0, rxjs_1.map)(() => this.store.snapshot.order), (0, rxjs_1.startWith)(this.store.snapshot.order), (0, rxjs_1.map)(it => Object.values(it)
|
|
111
|
-
.filter(it => it.instrument.toString() == selector.toString() &&
|
|
112
|
-
(states ? states.includes(it.state) : true))
|
|
113
|
-
.sort((lhs, rhs) => rhs.createdAt - lhs.createdAt)));
|
|
114
|
-
}
|
|
115
|
-
balance(selector) {
|
|
116
|
-
return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.balance[selector.toString()]), (0, rxjs_1.filter)(it => it instanceof domain_1.Balance &&
|
|
117
|
-
(!selector || it.asset.toString() == selector.toString())), (0, rxjs_1.map)(it => it));
|
|
91
|
+
return this.store.changes$.pipe((0, order_operator_1.orders)(selector, this.store.snapshot));
|
|
118
92
|
}
|
|
119
93
|
history(selector, timeframe, length) {
|
|
120
|
-
return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument
|
|
94
|
+
return this.store.changes$.pipe((0, rxjs_1.startWith)(this.store.snapshot.universe.instrument.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof domain_1.Instrument && it.id == selector.id), (0, rxjs_1.switchMap)(() => (0, rxjs_1.from)(this.aggregate.history({ instrument: selector, timeframe, length }))), (0, rxjs_1.take)(1), (0, rxjs_1.shareReplay)(), (0, rxjs_1.mergeMap)(it => it));
|
|
121
95
|
}
|
|
122
96
|
}
|
|
123
97
|
exports.Session = Session;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+
|
|
1
|
+
{"version":3,"file":"session.js","sourceRoot":"","sources":["../../src/domain/session.ts"],"names":[],"mappings":";;;AAAA,+BAac;AAId,sCAUmB;AACnB,sCAAgC;AAGhC,yDAA6C;AAC7C,+DAAgE;AAChE,qDAAiD;AACjD,6DAAiD;AACjD,2DAA0D;AAC1D,qDAAyC;AAgCzC,MAAa,OAAO;IAQlB,YACW,KAAY,EACZ,SAA2B,EAC3B,UAA8B;QAF9B,UAAK,GAAL,KAAK,CAAO;QACZ,cAAS,GAAT,SAAS,CAAkB;QAC3B,eAAU,GAAV,UAAU,CAAoB;QAVjC,gBAAW,GAAG,KAAK,CAAC;QAa1B,IAAI,UAAU,IAAI,CAAC,UAAU,CAAC,EAAE,EAAE;YAChC,UAAU,CAAC,EAAE,GAAG,IAAA,YAAG,GAAE,CAAC;SACvB;IACH,CAAC;IAbD,IAAI,SAAS;QACX,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,SAAS,CAAC;IACvC,CAAC;IAaD,KAAK,CAAC,KAAK,CAAC,QAA+C;QACzD,IAAI,IAAI,CAAC,WAAW,EAAE;YACpB,OAAO;SACR;QAED,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC;QAGxB,MAAM,IAAI,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC;QAE7B,IAAI,QAAQ,EAAE;YACZ,IAAI,CAAC,YAAY,GAAG,QAAQ,CAAC,IAAI,CAAC;iBAC/B,IAAI,CAAC,IAAA,eAAQ,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,OAAO,EAAE,CAAC,CAAC;iBACpC,SAAS,EAAE,CAAC;SAChB;IACH,CAAC;IAED,KAAK,CAAC,OAAO;QACX,IAAI,CAAC,IAAI,CAAC,WAAW,EAAE;YACrB,OAAO;SACR;QAED,IAAI,IAAI,CAAC,YAAY,EAAE;YACrB,IAAI,CAAC,YAAY,CAAC,WAAW,EAAE,CAAC;YAChC,IAAI,CAAC,YAAY,GAAG,SAAS,CAAC;SAC/B;QAED,IAAI,CAAC,KAAK,CAAC,OAAO,EAAE,CAAC;QAErB,MAAM,IAAI,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC;QAE/B,IAAI,CAAC,WAAW,GAAG,KAAK,CAAC;IAC3B,CAAC;IAMD,SAAS,CAAC,UAAqC;QAC7C,OAAO,IAAI,CAAC,SAAS,CAAC,SAAS,CAAC,UAAU,CAAC,CAAC;IAC9C,CAAC;IAOD,IAAI,CAAC,KAAY;QACf,OAAO,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC,CAAC,IAAI,CAC1C,IAAA,gBAAS,EAAC,GAAG,EAAE,CAAC,IAAI,CAAC,KAAK,CAAC,KAAK,CAAC,UAAU,CAAC,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,IAAI,KAAK,CAAC,EAAE,CAAC,CAAC,CAAC,CACpF,CAAC;IACJ,CAAC;IAKD,MAAM,CAAC,KAAY;QACjB,OAAO,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,MAAM,CAAC,KAAK,CAAC,CAAC,CAAC,CAAC,IAAI,CACzD,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,cAAK,IAAI,KAAK,CAAC,EAAE,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CACjF,EACD,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;IACJ,CAAC;IAMD,UAAU,CAAC,QAA4B;QACrC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,gCAAU,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC7E,CAAC;IAMD,WAAW;QACT,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,iCAAW,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACpE,CAAC;IAKD,OAAO,CAAC,QAAuB;QAC7B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,0BAAO,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC1E,CAAC;IAKD,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACxE,CAAC;IAMD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,8BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAKD,QAAQ,CAAC,QAA4B;QACnC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,4BAAQ,EAAC,QAAQ,CAAC,CAAC,CAAC;IACtD,CAAC;IAKD,SAAS,CAAC,QAA4B;QACpC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,6BAAS,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IAC5E,CAAC;IAED,KAAK,CAAC,QAA4B;QAChC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,QAAQ,CAAC,CAAC,CAAC;IACnD,CAAC;IAED,MAAM,CAAC,QAA4B;QACjC,IAAI,CAAC,SAAS,CAAC,CAAC,QAAQ,CAAC,CAAC,CAAC;QAE3B,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAAC,IAAA,uBAAM,EAAC,QAAQ,EAAE,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,CAAC,CAAC;IACzE,CAAC;IAED,OAAO,CACL,QAA4B,EAC5B,SAAiB,EACjB,MAAc;QAEd,OAAO,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,IAAI,CAC7B,IAAA,gBAAS,EAAC,IAAI,CAAC,KAAK,CAAC,QAAQ,CAAC,QAAQ,CAAC,UAAU,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACnE,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,mBAAU,IAAI,EAAE,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EAC9D,IAAA,gBAAS,EAAC,GAAG,EAAE,CACb,IAAA,WAAI,EAAC,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,EAAE,UAAU,EAAE,QAAQ,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC,CAAC,CAC1E,EACD,IAAA,WAAI,EAAC,CAAC,CAAC,EACP,IAAA,kBAAW,GAAE,EACb,IAAA,eAAQ,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CACnB,CAAC;IACJ,CAAC;CACF;AA9KD,0BA8KC"}
|
|
@@ -4,7 +4,7 @@ const bootstrap_1 = require("../bootstrap");
|
|
|
4
4
|
const domain_1 = require("../domain");
|
|
5
5
|
const shared_1 = require("../shared");
|
|
6
6
|
const store_1 = require("../store");
|
|
7
|
-
describe('
|
|
7
|
+
describe('Session', () => {
|
|
8
8
|
const descriptor = {
|
|
9
9
|
id: (0, shared_1.now)(),
|
|
10
10
|
adapter: []
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,
|
|
1
|
+
{"version":3,"file":"session.spec.js","sourceRoot":"","sources":["../../src/domain/session.spec.ts"],"names":[],"mappings":";;AAAA,4CAAyC;AACzC,sCAA8C;AAC9C,sCAAgC;AAChC,oCAAgD;AAGhD,QAAQ,CAAC,SAAS,EAAE,GAAG,EAAE;IACvB,MAAM,UAAU,GAAsB;QACpC,EAAE,EAAE,IAAA,YAAG,GAAE;QACT,OAAO,EAAE,EAAE;KACZ,CAAC;IAEF,IAAI,CAAC,qBAAqB,EAAE,IAAI,CAAC,EAAE;QACjC,MAAM,OAAO,GAAG,IAAI,qBAAS,CAAC,UAAU,CAAC,CAAC,KAAK,EAAE,CAAC;QAElD,OAAO,CAAC,WAAW,EAAE,CAAC,SAAS,CAAC;YAC9B,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,MAAM,CAAC,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC;YAC/B,CAAC;YACD,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;QAEH,OAAO,CAAC,KAAK,CAAC,QAAQ,CACpB,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC,EAC3B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,EACD,IAAI,4BAAoB,CACtB,IAAA,YAAG,GAAE,EACL,IAAI,cAAK,CAAC,OAAO,EAAE,KAAK,EAAE,CAAC,CAAC,EAC5B,IAAI,cAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,mBAAU,CAAC,CAAC,EAAE,CAAC,CAAC,EACpB,EAAE,CACH,CACF,CAAC;IACJ,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
package/dist/domain/trade.d.ts
CHANGED
|
@@ -1,8 +1,10 @@
|
|
|
1
|
-
import { Instrument } from '.';
|
|
2
1
|
import { timestamp } from '../shared';
|
|
2
|
+
import { Instrument } from '.';
|
|
3
3
|
import { Component } from './component';
|
|
4
4
|
export declare class Trade implements Component {
|
|
5
5
|
readonly instrument: Instrument;
|
|
6
|
+
id: string;
|
|
7
|
+
kind: string;
|
|
6
8
|
timestamp: timestamp;
|
|
7
9
|
rate: number;
|
|
8
10
|
quantity: number;
|
package/dist/domain/trade.js
CHANGED
package/dist/domain/trade.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;
|
|
1
|
+
{"version":3,"file":"trade.js","sourceRoot":"","sources":["../../src/domain/trade.ts"],"names":[],"mappings":";;;AAQA,MAAa,KAAK;IAOhB,YAA4B,UAAsB;QAAtB,eAAU,GAAV,UAAU,CAAY;QALlD,SAAI,GAAG,OAAO,CAAC;QAMb,IAAI,CAAC,EAAE,GAAG,UAAU,CAAC,EAAE,CAAC;IAC1B,CAAC;IAED,QAAQ;QACN,OAAO,IAAI,CAAC,UAAU,CAAC,QAAQ,EAAE,CAAC;IACpC,CAAC;CACF;AAdD,sBAcC"}
|
|
@@ -0,0 +1,6 @@
|
|
|
1
|
+
import { Observable } from 'rxjs';
|
|
2
|
+
import { State } from '../store';
|
|
3
|
+
import { Component } from './component';
|
|
4
|
+
import { InstrumentSelector } from './instrument';
|
|
5
|
+
import { Trade } from './trade';
|
|
6
|
+
export declare function trade(selector: InstrumentSelector, state: State): (source$: Observable<Component>) => Observable<Trade>;
|
|
@@ -0,0 +1,10 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
exports.trade = void 0;
|
|
4
|
+
const rxjs_1 = require("rxjs");
|
|
5
|
+
const trade_1 = require("./trade");
|
|
6
|
+
function trade(selector, state) {
|
|
7
|
+
return (source$) => source$.pipe((0, rxjs_1.startWith)(state.trade.get(selector.id)), (0, rxjs_1.filter)(it => it instanceof trade_1.Trade && it.instrument.id == selector.id), (0, rxjs_1.map)(it => it));
|
|
8
|
+
}
|
|
9
|
+
exports.trade = trade;
|
|
10
|
+
//# sourceMappingURL=trade.operator.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"trade.operator.js","sourceRoot":"","sources":["../../src/domain/trade.operator.ts"],"names":[],"mappings":";;;AAAA,+BAA0D;AAK1D,mCAAgC;AAEhC,SAAgB,KAAK,CAAC,QAA4B,EAAE,KAAY;IAC9D,OAAO,CAAC,OAA8B,EAAE,EAAE,CACxC,OAAO,CAAC,IAAI,CACV,IAAA,gBAAS,EAAC,KAAK,CAAC,KAAK,CAAC,GAAG,CAAC,QAAQ,CAAC,EAAE,CAAC,CAAC,EACvC,IAAA,aAAM,EAAC,EAAE,CAAC,EAAE,CAAC,EAAE,YAAY,aAAK,IAAI,EAAE,CAAC,UAAU,CAAC,EAAE,IAAI,QAAQ,CAAC,EAAE,CAAC,EACpE,IAAA,UAAG,EAAC,EAAE,CAAC,EAAE,CAAC,EAAW,CAAC,CACvB,CAAC;AACN,CAAC;AAPD,sBAOC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
|
@@ -0,0 +1,24 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
const rxjs_1 = require("rxjs");
|
|
4
|
+
const store_1 = require("../store");
|
|
5
|
+
const asset_1 = require("./asset");
|
|
6
|
+
const instrument_1 = require("./instrument");
|
|
7
|
+
const trade_1 = require("./trade");
|
|
8
|
+
const trade_operator_1 = require("./trade.operator");
|
|
9
|
+
describe('trade', () => {
|
|
10
|
+
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
11
|
+
const state = new store_1.State();
|
|
12
|
+
beforeEach(() => {
|
|
13
|
+
state.trade.upsert(new trade_1.Trade(instrument));
|
|
14
|
+
});
|
|
15
|
+
test('should pipe an orderbook on subscription', done => {
|
|
16
|
+
new rxjs_1.Subject().pipe((0, trade_operator_1.trade)(instrument, state)).subscribe({
|
|
17
|
+
next: it => {
|
|
18
|
+
expect(it.id).toEqual(instrument.id);
|
|
19
|
+
done();
|
|
20
|
+
}
|
|
21
|
+
});
|
|
22
|
+
});
|
|
23
|
+
});
|
|
24
|
+
//# sourceMappingURL=trade.operator.spec.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"trade.operator.spec.js","sourceRoot":"","sources":["../../src/domain/trade.operator.spec.ts"],"names":[],"mappings":";;AAAA,+BAA+B;AAE/B,oCAAiC;AACjC,mCAAgC;AAEhC,6CAA0C;AAC1C,mCAAgC;AAChC,qDAAyC;AAEzC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,MAAM,KAAK,GAAG,IAAI,aAAK,EAAE,CAAC;IAE1B,UAAU,CAAC,GAAG,EAAE;QACd,KAAK,CAAC,KAAK,CAAC,MAAM,CAAC,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC,CAAC;IAC5C,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0CAA0C,EAAE,IAAI,CAAC,EAAE;QACtD,IAAI,cAAO,EAAa,CAAC,IAAI,CAAC,IAAA,sBAAK,EAAC,UAAU,EAAE,KAAK,CAAC,CAAC,CAAC,SAAS,CAAC;YAChE,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;gBACrC,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACL,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
export {};
|
|
@@ -0,0 +1,13 @@
|
|
|
1
|
+
"use strict";
|
|
2
|
+
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
|
+
const asset_1 = require("./asset");
|
|
4
|
+
const instrument_1 = require("./instrument");
|
|
5
|
+
const trade_1 = require("./trade");
|
|
6
|
+
describe('Trade', () => {
|
|
7
|
+
const instrument = new instrument_1.Instrument(new asset_1.Asset('abc', 'xyz', 4), new asset_1.Asset('def', 'xyz', 4), 'abc-def');
|
|
8
|
+
test('should construct an empty trade', () => {
|
|
9
|
+
const sut = new trade_1.Trade(instrument);
|
|
10
|
+
expect(sut.id).toEqual(instrument.id);
|
|
11
|
+
});
|
|
12
|
+
});
|
|
13
|
+
//# sourceMappingURL=trade.spec.js.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"trade.spec.js","sourceRoot":"","sources":["../../src/domain/trade.spec.ts"],"names":[],"mappings":";;AAAA,mCAAgC;AAChC,6CAA0C;AAC1C,mCAAgC;AAEhC,QAAQ,CAAC,OAAO,EAAE,GAAG,EAAE;IACrB,MAAM,UAAU,GAAG,IAAI,uBAAU,CAC/B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,IAAI,aAAK,CAAC,KAAK,EAAE,KAAK,EAAE,CAAC,CAAC,EAC1B,SAAS,CACV,CAAC;IAEF,IAAI,CAAC,iCAAiC,EAAE,GAAG,EAAE;QAC3C,MAAM,GAAG,GAAG,IAAI,aAAK,CAAC,UAAU,CAAC,CAAC;QAElC,MAAM,CAAC,GAAG,CAAC,EAAE,CAAC,CAAC,OAAO,CAAC,UAAU,CAAC,EAAE,CAAC,CAAC;IACxC,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
package/dist/index.d.ts
CHANGED
package/dist/index.js
CHANGED
|
@@ -1,7 +1,11 @@
|
|
|
1
1
|
"use strict";
|
|
2
2
|
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
|
|
3
3
|
if (k2 === undefined) k2 = k;
|
|
4
|
-
Object.
|
|
4
|
+
var desc = Object.getOwnPropertyDescriptor(m, k);
|
|
5
|
+
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
|
|
6
|
+
desc = { enumerable: true, get: function() { return m[k]; } };
|
|
7
|
+
}
|
|
8
|
+
Object.defineProperty(o, k2, desc);
|
|
5
9
|
}) : (function(o, m, k, k2) {
|
|
6
10
|
if (k2 === undefined) k2 = k;
|
|
7
11
|
o[k2] = m[k];
|
|
@@ -14,7 +18,6 @@ __exportStar(require("./adapter"), exports);
|
|
|
14
18
|
__exportStar(require("./bootstrap"), exports);
|
|
15
19
|
__exportStar(require("./domain"), exports);
|
|
16
20
|
__exportStar(require("./indicator"), exports);
|
|
17
|
-
__exportStar(require("./ipc"), exports);
|
|
18
21
|
__exportStar(require("./shared"), exports);
|
|
19
22
|
__exportStar(require("./storage"), exports);
|
|
20
23
|
__exportStar(require("./store"), exports);
|
package/dist/index.js.map
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":";;;;;;;;;;;;;;;;AAAA,4CAA0B;AAC1B,8CAA4B;AAC5B,2CAAyB;AACzB,8CAA4B;AAC5B,2CAAyB;AACzB,4CAA0B;AAC1B,0CAAwB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;
|
|
1
|
+
{"version":3,"file":"atr.js","sourceRoot":"","sources":["../../src/indicator/atr.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAG9C,+BAA4B;AAC5B,2CAAwC;AAExC,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAS,EAAC,EAAE,CAAC,EACb,IAAA,SAAG,EAAC,MAAM,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,EAAE,CAAC,EAC3B,IAAA,UAAG,EAAC,CAAC,CAAC,CAAC,EAAE,CAAC,EAAE,SAAS,CAAC,EAAE,EAAE;YACxB,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,SAAS,CAAC,CAAC;YAE3C,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AAbD,kBAaC"}
|
|
@@ -2,7 +2,7 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const rxjs_1 = require("rxjs");
|
|
4
4
|
const cross_1 = require("./cross");
|
|
5
|
-
describe('crossunder
|
|
5
|
+
describe('crossunder', () => {
|
|
6
6
|
test('should crossunder uptrend once', done => {
|
|
7
7
|
(0, rxjs_1.from)([1, 2, 3, 4, 5])
|
|
8
8
|
.pipe((0, cross_1.crossunder)(() => 3, it => it))
|
|
@@ -50,7 +50,7 @@ describe('crossunder tests', () => {
|
|
|
50
50
|
});
|
|
51
51
|
});
|
|
52
52
|
});
|
|
53
|
-
describe('crossover
|
|
53
|
+
describe('crossover', () => {
|
|
54
54
|
test('should crossover downtrend once', done => {
|
|
55
55
|
(0, rxjs_1.from)([5, 4, 3, 2, 1])
|
|
56
56
|
.pipe((0, cross_1.crossover)(() => 3, it => it))
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;
|
|
1
|
+
{"version":3,"file":"cross.spec.js","sourceRoot":"","sources":["../../src/indicator/cross.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,mCAAgD;AAEhD,QAAQ,CAAC,YAAY,EAAE,GAAG,EAAE;IAC1B,IAAI,CAAC,gCAAgC,EAAE,IAAI,CAAC,EAAE;QAC5C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,4BAA4B,EAAE,IAAI,CAAC,EAAE;QACxC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,kBAAU,EACR,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC;AAEH,QAAQ,CAAC,WAAW,EAAE,GAAG,EAAE;IACzB,IAAI,CAAC,iCAAiC,EAAE,IAAI,CAAC,EAAE;QAC7C,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE,CAAC,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC;YAC9B,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,kCAAkC,EAAE,IAAI,CAAC,EAAE;QAC9C,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACvC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,yBAAyB,EAAE,IAAI,CAAC,EAAE;QACrC,IAAI,OAAO,GAAG,CAAC,CAAC;QAEhB,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aACjC,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,EAAE,CAAC,EAAE;gBACT,MAAM,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACnB,OAAO,EAAE,CAAC;YACZ,CAAC;YACD,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,OAAO,CAAC,CAAC,IAAI,CAAC,CAAC,CAAC,CAAC;gBACxB,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;IAEH,IAAI,CAAC,0BAA0B,EAAE,IAAI,CAAC,EAAE;QACtC,IAAA,WAAI,EAAC,CAAC,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;aAClB,IAAI,CACH,IAAA,iBAAS,EACP,GAAG,EAAE,CAAC,CAAC,EACP,EAAE,CAAC,EAAE,CAAC,EAAE,CACT,CACF;aACA,SAAS,CAAC;YACT,IAAI,EAAE,GAAG,EAAE,CAAC,IAAI,EAAE;YAClB,QAAQ,EAAE,IAAI,EAAE;SACjB,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AACL,CAAC,CAAC,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;
|
|
1
|
+
{"version":3,"file":"donchian.js","sourceRoot":"","sources":["../../src/indicator/donchian.ts"],"names":[],"mappings":";;;AAAA,+BAA8D;AAG9D,uCAAmC;AAEnC,SAAgB,QAAQ,CAAI,MAAc,EAAE,EAAqB;IAC/D,OAAO,UAAU,MAAqB;QASpC,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,IAAA,YAAK,GAAE,CAAC,CAAC;QAE9B,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,qBAAc,EACZ,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,GAAG,CAAC,CAAC,EAC7C,MAAM,CAAC,IAAI,CAAC,IAAA,gBAAM,EAAC,MAAM,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC,IAAI,CAAC,CAAC,CAC/C,EACD,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,IAAI,CAAC,EAAE,EAAE;YACtB,MAAM,KAAK,GAMP,CAAC,EAAE,EAAE,EAAE,KAAK,EAAE,GAAG,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,KAAK,EAAE,IAAI,CAAC,CAAC,CAAC,CAAC,GAAG,EAAE,CAAC,CAAC;YAEpD,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AA/BD,4BA+BC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;
|
|
1
|
+
{"version":3,"file":"ema.js","sourceRoot":"","sources":["../../src/indicator/ema.ts"],"names":[],"mappings":";;;AAAA,+BAA8C;AAE9C,+BAA4B;AAE5B,SAAgB,GAAG,CAAI,MAAc,EAAE,EAAqB;IAC1D,OAAO,UAAU,MAAqB;QACpC,MAAM,KAAK,GAAG,GAAG,GAAG,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;QACjC,IAAI,KAAK,GAAW,IAAI,CAAC;QAEzB,OAAO,MAAM,CAAC,IAAI,CAChB,IAAA,SAAG,EAAC,MAAM,EAAE,EAAE,CAAC,EACf,IAAA,UAAG,EAAC,CAAC,CAAC,EAAE,EAAE,GAAG,CAAC,EAAE,EAAE;YAChB,IAAI,CAAC,KAAK,EAAE;gBACV,KAAK,GAAG,GAAG,CAAC;aACb;iBAAM;gBACL,KAAK,GAAG,KAAK,GAAG,EAAE,CAAC,EAAE,CAAC,GAAG,CAAC,GAAG,GAAG,KAAK,CAAC,GAAG,KAAK,CAAC;aAChD;YAED,MAAM,KAAK,GAAgB,CAAC,EAAE,EAAE,KAAK,CAAC,CAAC;YAEvC,OAAO,KAAK,CAAC;QACf,CAAC,CAAC,EACF,IAAA,YAAK,GAAE,CACR,CAAC;IACJ,CAAC,CAAC;AACJ,CAAC;AArBD,kBAqBC"}
|
|
@@ -2,7 +2,7 @@
|
|
|
2
2
|
Object.defineProperty(exports, "__esModule", { value: true });
|
|
3
3
|
const rxjs_1 = require("rxjs");
|
|
4
4
|
const ema_1 = require("./ema");
|
|
5
|
-
describe('ema
|
|
5
|
+
describe('ema', () => {
|
|
6
6
|
test('should return expected value', done => {
|
|
7
7
|
let value;
|
|
8
8
|
(0, rxjs_1.from)([
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;
|
|
1
|
+
{"version":3,"file":"ema.spec.js","sourceRoot":"","sources":["../../src/indicator/ema.spec.ts"],"names":[],"mappings":";;AAAA,+BAA4B;AAE5B,+BAA4B;AAE5B,QAAQ,CAAC,KAAK,EAAE,GAAG,EAAE;IACnB,IAAI,CAAC,8BAA8B,EAAE,IAAI,CAAC,EAAE;QAC1C,IAAI,KAAK,CAAC;QAEV,IAAA,WAAI,EAAC;YACH,KAAK,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC7E,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,MAAM;YAC9E,MAAM,EAAE,MAAM;SACf,CAAC;aACC,IAAI,CAAC,IAAA,SAAG,EAAC,EAAE,EAAE,EAAE,CAAC,EAAE,CAAC,EAAE,CAAC,CAAC;aACvB,SAAS,CAAC;YACT,IAAI,EAAE,CAAC,CAAC,EAAE,EAAE,CAAC,EAAE,EAAE,CAAC,CAAC,KAAK,GAAG,EAAE,CAAC;YAC9B,QAAQ,EAAE,GAAG,EAAE;gBACb,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,OAAO,CAAC,CAAC,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;gBACpD,IAAI,EAAE,CAAC;YACT,CAAC;SACF,CAAC,CAAC;IACP,CAAC,CAAC,CAAC;AAgBL,CAAC,CAAC,CAAC"}
|